Anic Equity¶

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Total return since start: 0.568 %¶

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Equity now: -----------------------------> 47893.56 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Anic Portfolio¶

Today¶

Return: -0.13 %¶

This Week¶

Return: -0.049 %¶

Total¶

Return: 56.778 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 0.630000 2807.000000 171.000000 6.490000 2636.000010
Beijer Electronics Group 26 0.670000 3114.800000 143.800000 4.840000 2971.000006
FM Mattsson Mora Group B 50 -1.610000 3050.000000 123.000000 4.200000 2927.000000
SAAB B 8 1.290000 3451.200000 74.200000 2.200000 3377.000000
AcadeMedia 12 -0.890000 601.800000 44.800000 8.040000 557.000004
Corem Property Group B 59 -0.380000 620.090000 43.090000 7.470000 576.999999
Boozt 12 -0.140000 1694.400000 40.400000 2.440000 1653.999996
MedCap 2 0.880000 460.000000 39.000000 9.260000 421.000000
Samhällsbyggnadsbo. i Norden B 20 0.280000 392.000000 37.000000 10.420000 355.000000
Resurs Holding 22 -0.180000 608.300000 34.300000 5.980000 573.999998
Nordea Bank Abp 29 0.860000 3484.060000 30.060000 0.870000 3453.999992
HMS Networks 2 -1.520000 700.000000 27.000000 4.010000 673.000000
Securitas B 6 -0.120000 587.880000 17.880000 3.140000 570.000000
Swedbank A 3 0.030000 581.250000 17.250000 3.060000 564.000000
Intrum 4 -0.840000 540.800000 13.800000 2.620000 527.000000
Fastighetsbolag. Emilshus Pref 21 0.000000 575.400000 13.400000 2.380000 562.000005
Eastnine 4 -0.470000 504.000000 13.000000 2.650000 491.000000
OEM International B 7 -0.130000 538.300000 10.300000 1.950000 527.999997
Coor Service Management Hold. 8 -0.150000 541.200000 9.200000 1.730000 532.000000
Karnov Group 9 -0.330000 540.900000 4.900000 0.910000 536.000004
Samhällsbyggnadsbo. i Norden D 12 -0.100000 250.080000 4.080000 1.660000 246.000000
Handelsbanken A 5 0.180000 548.750000 2.750000 0.500000 546.000000
Norva24 Group 16 -3.790000 544.960000 1.960000 0.360000 543.000000
Creaspac SPAC 6 0.000000 575.400000 -1.600000 -0.280000 577.000002
Essity B 2 0.140000 561.400000 -12.600000 -2.200000 574.000000
Midsona B 63 -1.210000 567.000000 -16.000000 -2.740000 582.999984
CTEK 13 -0.500000 514.800000 -19.200000 -3.600000 533.999999
Essity A 4 -0.710000 1122.000000 -27.000000 -2.350000 1149.000000
International Petroleum Corp. 5 -0.990000 552.500000 -42.070000 -7.080000 594.565215
Vivesto 1368 2.250000 559.510000 -53.490000 -8.730000 612.999432
Sampo Oyj SDB 7 -0.460000 3790.500000 -59.500000 -1.550000 3850.000000
Axfood 13 1.050000 3620.500000 -135.500000 -3.610000 3756.000001
Fasadgruppen Group 35 1.570000 3633.000000 -178.000000 -4.670000 3810.999990
OX2 18 -1.120000 1431.900000 -232.100000 -13.950000 1663.999992
Ovzon 52 -1.270000 2828.800000 -533.200000 -15.860000 3361.999992
TOTAL 46494.480000 -394.090000 -1.5226% 46888.564618

Updated:¶

'2023-01-25 09:42:15.301684'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶